[R] question about constraint minimization

[Jonathan P Daily]

Does ?constrOptim look as though it will handle your needs?
--------------------------------------
Jonathan P. Daily
Technician - USGS Leetown Science Center
11649 Leetown Road
Kearneysville WV, 25430
(304) 724-4480
"Is the room still a room when its empty? Does the room,
 the thing itself have purpose? Or do we, what's the word... imbue it."
     - Jubal Early, Firefly

r-help-bounces at r-project.org wrote on 11/19/2010 02:51:46 PM:

> [image removed] 
> 
> [R] question about constraint minimization
> 
> dhacademic at gmail.com 
> 
> to:
> 
> r-help
> 
> 11/19/2010 03:15 PM
> 
> Sent by:
> 
> r-help-bounces at r-project.org
> 
> 
> Hi, 
> 
> I am a beginner of R. There is a question about constraint minimization. 
A
> function, y=f(x1,x2,x3....x12), needs to be minimized. There are 3
> requirements for the minimization: 
> 
> (1) x2+x3+...+x12=1.5 (x1 is excluded);
> (2) x1=x3=x4;
> (3) x1, x3 and x5 are in the range of -1~0, respectively. The rest 
variables
> (x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively.
> 
> The "optim" function is used. And part of my input is as follow, where
> "xx1r" represents the x12:
> 
> xx1r=1.5-x[2]-x[1]-x[1]-x[3]-x[4]-x[5]-x[6]-x[7]-x[8]-x[9]
> start=rnorm(9)
> up=1:9/1:9*1
> lo=1:9/1:9*-1
> out=optim(start,f,lower=lo,upper=up,method="L-BFGS-B",hessian=TRUE,
> control=list(trace=6,maxit=1000))
> 
> There are two problems in this input. the "up" and "lo" only define a 
range
> of -1~1 for x1 to x11, which can not meet the requirement (3). In 
addition,
> there is not any constraint imposed on x12. I have no idea how to 
specify a
> matrix that can impose different constraints on individual variables in 
a
> function. Any suggestion is highly appreciated.
> 
> Best,
> Hao
> 
> 
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